Swaption Volatility Falls as Jobs Data Dim Odds of Fed Easing
Story date: 2007-10-05 09:58:00
Added on: 2007-10-05 13:00:20
Bloomberg - Oct. 5 (Bloomberg) -- Volatility on options for U.S. interest-rate swaps fell after a government report showed U.S. employment grew more than forecast last month, reducing the likelihood of a Federal Reserve interest-rate cut. So-called normalized ...
Read more...
Related Stories:
-
Euro Interest-Rate Swap Option Volatility Reaches 2-Month High
Bloomberg - Nov. 23 (Bloomberg) -- Volatility on options for one-year interest-rate swaps in Europe rose to a more than two-month high...
2007-11-23 08:57:00 -
Interest Rate Volatility Drops as Fed Policy Speculation Eases - Bloomberg
July 18 (Bloomberg) -- Volatility in U.S. interest-rate options dropped near a two-month low as expectations increase for the Federal Reserve to...
2008-07-18 11:56:00 -
Euro Volatility May Rise on Break of Options Barrier (Correct) (Bloomberg.com)
(Corrects exchange rate in second paragraph.) Sept. 27 (Bloomberg) -- Volatility implied by euro-dollar options may rise provided the euro breaks through...
2007-09-26 10:43:38 -
Currency Volatility Falls Most Since 1999 as Dollar Slump Slows - Bloomberg
June 30 (Bloomberg) -- Currency volatility fell by the most since 1999 this quarter, reducing the chances central bankers will seek to...
2008-06-29 05:55:00 -
U.S. Swaption Volatility Soars on Mortgage-Debt Related Hedging
Bloomberg - Feb. 19 (Bloomberg) -- Volatility on options for U.S. interest-rate swaps rose to an almost four-year high as demand for...
2008-02-19 10:26:00 -
Euro Swaption Volatility Declines as Steady ECB Rates Expected
Bloomberg - Oct. 1 (Bloomberg) -- Volatility on options for interest- rate swaps in Europe fell to a six-week low as investors...
2007-09-30 04:45:00 -
U.S. Swaption Volatility to Rise in 2008 Amid More Rate Swings
Bloomberg - Dec. 26 (Bloomberg) -- Volatility on options for U.S. interest-rate swaps is likely to build next year upon its 2007...
2007-12-26 09:23:00 -
U.S. Interest-Rate Volatility Reaches 3-Year High After Fed Cut
Bloomberg - Jan. 23 (Bloomberg) -- Volatility on options for two-year U.S. interest-rate swaps rose to a more than three-year high after...
2008-01-23 11:27:00
